Institution: Newcastle University
Primary Field: Econometrics (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 0.00 | 1.01 | 0.00 | 1.01 |
| Last 10 Years | 0.00 | 0.00 | 1.01 | 0.00 | 1.01 |
| All Time | 0.00 | 0.00 | 5.03 | 0.00 | 8.55 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Testing for Co‐explosive Behaviour in Financial Time Series | Oxford Bulletin of Economics and Statistics | B | 4 |
| 2021 | Real‐time detection of regimes of predictability in the US equity premium | Journal of Applied Econometrics | B | 4 |
| 2015 | The Saturday effect: an interesting anomaly in the Saudi stock market | Applied Economics | C | 2 |
| 2011 | Spurious regression: A higher-order problem | Economics Letters | C | 1 |
| 2011 | Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests | Economics Letters | C | 1 |
| 2009 | A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries | Economic Modeling | C | 1 |
| 2008 | U.S. dollar real exchange rates: Nonlinearity revisited | Journal of International Money and Finance | B | 1 |
| 2005 | Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity | Journal of Applied Econometrics | B | 1 |